Cointegration between palm oil price and soybean oil price: A study on market integration

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Cointegration between palm oil price and soybean oil price: A study on market integration

The main objective of the paper is to present a cointegration approach to ascertain whether there exists a long run relationship between palm oil price and soybean oil price. A related objective is to investigate causality patterns between the two price series using the Granger causality test. The s...

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Bibliographic Details
Main Authors:	Mohammad Haji Alias, Jamal Othman
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 1998
Online Access:	http://journalarticle.ukm.my/1340/

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